+69.8%
APA vs MOS
-32.4%
+102.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -15.5% | +21.6% | -37.1% | -23.9% |
| 30D | +2.4% | +12.0% | -9.6% | -4.5% |
| 3M | +22.8% | -3.9% | +26.7% | +22.5% |
| 6M | +17.9% | -3.3% | +21.3% | +14.7% |
| YTD | +87.7% | -4.6% | +92.3% | +78.2% |
| 1Y | +94.2% | -7.0% | +101.2% | +86.0% |
| 3Y | +27.2% | -24.4% | +51.6% | +31.0% |
| All | +69.8% | -32.4% | +102.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling